Jack Henry & Associates, Inc. (JKHY) Options History
Historical options analytics archive for JKHY with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
JKHY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JKHY. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 33.3% | 68.8% | $145.00 | $61.5K | $3.0M | 1.79 |
| 2026-05 | 17 | 31.4% | 57.5% | $145.00 | -$350.0K | $16.2M | 1.76 |
| 2026-04 | 19 | 34.5% | 52.0% | $150.00 | -$122.6K | $130.7K | 1.81 |
| 2026-03 | 22 | 30.1% | 25.4% | $165.00 | -$312 | $309.6K | 1.14 |
| 2026-02 | 19 | 29.4% | 24.3% | $160.00 | -$165.5K | -$280.2K | 1.00 |
| 2026-01 | 20 | 26.3% | 19.3% | $175.00 | $142.3K | -$4.1M | 0.65 |
This archive aggregates JKHY's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how JKHY option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 33.3%, a month-end max-pain strike around $145.00, an average put/call ratio of 1.79.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked JKHY history questions
- How much options history is available for JKHY?
- This archive holds 234 months of JKHY options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of JKHY's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the JKHY archive.
- What data does each monthly JKHY aggregate contain?
- Every monthly row summarizes that month of JKHY option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 33.3%, an average IV rank of 68.8%, a month-end max-pain strike around $145.00, an average put/call ratio of 1.79.
- How is the JKHY options-history archive built and how often does it update?
- The archive is derived from JKHY's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how JKHY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.